Graphene has attracted the attention of scientific world immediately since its discovery in 2004, and raises a research wave of carbon allotrope after the finding of carbon nanotubes. A series of research works were carried out from graphene fabrication and characterization, even to possible application. From the appearance of graphene, main works were concentrated on its electric properties, especially on the supercapacitor. Comparatively, the study on its thermal properties is seldom. However, due to its extremely high thermal conductivity and negative coefficient of thermal expansion, as well as value of engineering application, the research work on its thermal properties is becoming one of hot points. In this paper, an overall review is completed on the achievements in the world about thermal properties of graphene such as thermal conductivity and coefficient of thermal expansion. It concerns single layer, multilayer graphene and graphene foam, and presents the results obtained by experiments, theories and numerical simulations. Based on the review, it finallyreveals the existing problems and proposes the possible solutions for future development.